Optimal instrumental variable estimation and approximate implementations

DOI10.1109/TAC.1983.1103312zbMath0515.93055OpenAlexW2158631449MaRDI QIDQ3663127

Petre Stoica, Torsten Söderström

Publication date: 1983

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1983.1103312

zbMATH Keywords

parameter estimationcovariance matrixconsistent estimatorsmultistep procedureoptimal instrumental variable method

Mathematics Subject Classification ID

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